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Multivariate time series prediction has attracted a lot of attention because of its wide applications such as intelligence transportation, AIOps. Generative models have achieved impressive results in time series modeling because they can model data distribution and take noise into consideration. However, many existing works can not be widely used because of the constraints of functional form of generative models or the sensitivity to hyperparameters. In this paper, we propose ScoreGrad, a multivariate probabilistic time series forecasting framework based on continuous energy-based generative models. ScoreGrad is composed of time series feature extraction module and conditional stochastic differential equation based score matching module. The prediction can be achieved by iteratively solving reverse-time SDE. To the best of our knowledge, ScoreGrad is the first continuous energy based generative model used for time series forecasting. Furthermore, ScoreGrad achieves state-of-theart results on six real-world datasets. The impact of hyperparameters and sampler types on the performance are also explored.Code is available at https://github.com/yantijin/ScoreGradPred.

Representation learning over graph structure data has been widely studied due to its wide application prospects. However, previous methods mainly focus on static graphs while many real-world graphs evolve over time. Modeling such evolution is important for predicting properties of unseen networks. To resolve this challenge, we propose SGRNN, a novel neural architecture that applies stochastic latent variables to simultaneously capture the evolution in node attributes and topology. Specifically, deterministic states are separated from stochastic states in the iterative process to suppress mutual interference. With semi-implicit variational inference integrated to SGRNN, a non-Gaussian variational distribution is proposed to help further improve the performance. In addition, to alleviate KL-vanishing problem in SGRNN, a simple and interpretable structure is proposed based on the lower bound of KL-divergence. Extensive experiments on real-world datasets demonstrate the effectiveness of the proposed model. Code is available at https://github.com/StochasticGRNN/SGRNN.

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